Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48341.1 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44279.5 Kr¶

PnL: ---------------------------------------> -776.5 Kr¶

DD now: ---------------------------------> -8.997 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 12:11:15.802040'

Anic Portfolio¶

Today¶

Return: 0.057 %¶

This Week¶

Return: -1.951 %¶

Total portfolio value¶

Return including deposits: 58.256 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.750000 1616.220000 147.220000 10.020000 1468.999998
Hexatronic Group 12 6.380000 1060.800000 93.800000 9.700000 966.999996
Hoist Finance 35 0.170000 1015.000000 35.000000 3.570000 980.000000
OX2 13 0.070000 972.400000 22.400000 2.360000 949.999999
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
Clas Ohlson B 12 5.730000 985.200000 12.200000 1.250000 972.999996
VEF 909 1.690000 1861.630000 11.630000 0.630000 1850.000436
BioGaia B 8 3.160000 940.000000 10.000000 1.080000 930.000000
Gränges 9 2.160000 936.000000 8.000000 0.860000 927.999999
Atrium Ljungberg B 5 -2.640000 939.500000 4.500000 0.480000 935.000000
HEXPOL B 9 1.520000 1024.200000 3.200000 0.310000 1020.999996
Sagax B 4 0.140000 856.800000 2.800000 0.330000 854.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
Catena 2 -0.650000 792.000000 0.000000 0.000000 792.000000
JM 6 -1.100000 862.800000 -1.200000 -0.140000 864.000000
Bilia A 8 1.000000 887.200000 -12.800000 -1.420000 900.000000
AcadeMedia 8 -2.920000 388.320000 -13.680000 -3.400000 402.000000
Byggmax Group 33 1.860000 937.860000 -18.140000 -1.900000 956.000001
Biotage 7 -1.360000 917.000000 -24.000000 -2.550000 940.999997
SKF B 5 1.640000 915.000000 -25.000000 -2.660000 940.000000
Addnode Group B 11 1.750000 894.300000 -26.700000 -2.900000 921.000003
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
ASSA ABLOY B 3 -0.360000 750.300000 -28.700000 -3.680000 779.000001
EQT 4 0.550000 797.600000 -34.400000 -4.130000 832.000000
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Nordic Waterproofing Holding 7 -0.600000 928.200000 -38.800000 -4.010000 966.999999
Latour B 4 1.190000 815.600000 -41.400000 -4.830000 857.000000
Vitec Software Group B 2 1.870000 1036.000000 -51.000000 -4.690000 1087.000000
Bufab 3 1.620000 1051.800000 -57.200000 -5.160000 1109.000001
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -58.600000 -6.100000 960.999996
Indutrade 5 0.390000 1157.500000 -60.500000 -4.970000 1218.000000
Orrön Energy 180 0.180000 1955.700000 -87.300000 -4.270000 2043.000000
Sedana Medical 93 0.160000 2399.400000 -121.600000 -4.820000 2521.000011
BHG Group 97 -0.080000 1291.070000 -167.930000 -11.510000 1458.999989
Hexagon B 26 0.040000 3251.300000 -209.700000 -6.060000 3461.000010
TOTAL 44279.500000 -776.500000 -8.99702% 45056.000411

Updated:¶

'2023-07-07 12:11:34.054356'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶